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Acta Mathematicae Applicatae Sinica

, Volume 7, Issue 2, pp 97–107 | Cite as

On strongly consistent estimates of regression coefficients when the errors are not independently and identically distributed

  • Wu Yuehua 
Article

Abstract

In this paper, the author proposes two methods of estimation of the regression coefficients when the errors are not distributed identically and independently and have a nonzero mean. The estimates proved in this paper are shown to be strongly consistent and mean square consistent.

Keywords

Regression Coefficient Consistent Estimate Math Application 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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    Stiefel, E., An Introduction to Numerical Mathematics, Academic Press, New York, 1963.Google Scholar

Copyright information

© Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A. 1991

Authors and Affiliations

  • Wu Yuehua 
    • 1
  1. 1.Southeast UniversityChina

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